Shack

You won't get any reward for doing this quest and it costs a load of money. You will end up with a house of your own and some nice furniture including a bed to sleep in and some drawers to store items in. To begin the quest, go to the Imperial City Market District. Locate the Office of Imperial Commerce and head inside. You can buy a house from the clerk, but only after you have raised her disposition so that she feels comfortable talking to you about buying property. The house costs 2,000 gold and is non-negotiable.

The house you buy is located in the Waterfront district of the Imperial City amongst the other rundown shacks on the far side of the harbor wall. The next part of the quest involves furnishing your room. Go to the Three Brothers Trade Goods and talk to Sergius Verus. You'll notice that he has furnishings for sale at quite an expensive price. When you have the money, buy all of it to complete this quest. Don't forget to stop by your house anytime you want to sleep for free or need to store anything.

You can complete a similar quest in each major city. The houses have various prices and you'll want to go to the castle in most cities to make the purchase.